Relevant bibliographies by topics / Dividend Announcements

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Dividend Announcements'

Author: Grafiati
Published: 4 June 2021
Last updated: 4 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Dividend Announcements.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Dividend Announcements"

1

Marisetty, Nagendra, and M. Suresh Babu. "Dividend Announcements and Market Trends." International Journal of Economics and Finance 13, no. 10 (September 15, 2021): 139. http://dx.doi.org/10.5539/ijef.v13n10p139.

Full text
Abstract:
This research primarily aims to study the impact of dividend announcements on the stock price of companies listed in the Indian stock market. Incidental to the study, it is necessary to understand whether the market trends have any role in affecting the changes in share prices due to dividend announcements. The companies listed on the stock market are diverse in terms of the industry, market capitalization, and performance. We analyze the S&P BSE 500 index stocks, which declare cash dividend every year without fail for ten years from 2008 – 17. Total 1755 sample was tested for dividend announcement and sample divided into large, medium, and small sample sizes based on the market capitalization of the stocks to test the market trend effect. Event methodology market model used to calculate the abnormal returns on the dividend announcement day. The present research study examined the impact of dividend announcements on stocks in the Indian stock market. The results observe in twenty-four times based on market capitalization wise and market trend-wise dividend announcements. The results of the study are not the same for all dividend announcement observations. The study found positive abnormal returns on event day in most of the dividend announcement observations and it is similar to Litzenberger and Ramaswamy (1982), Asquith and Mullins Jr (1983), Grinblatt, Masulis, and Titman (1984), Chen, Nieh, Da Chen, and Tang (2009) and many previous research results studied in major developed stock markets and emerging stock markets. Full sample, large-cap, and small-cap final dividend average abnormal returns are positively significant only in bull market trend (period 2) similar to Below and Johnson (1996) and other market trends final dividend announcement abnormal returns are positive in most of the observations, but returns are not significant. Average abnormal returns are sensitive to market trends, especially abnormal small-cap returns more vulnerable to market trends.
APA, Harvard, Vancouver, ISO, and other styles
2

Bowers, Helen M., and Donald Fehrs. "Dividend Buying: Linking Dividend Announcements and Ex-Dividend Day Effects." Journal of Accounting, Auditing & Finance 10, no. 3 (July 1995): 421–35. http://dx.doi.org/10.1177/0148558x9501000301.

Full text
Abstract:
We provide a plausible explanation for earlier findings that positive abnormal stock returns associated with dividend announcements persist for several days and that abnormal volume and stock returns commence several days before a stock's ex-dividend day. This study links these two sets of findings to the short-term investment strategy of dividend buying by relating the abnormal returns and trading volume to individual stock characteristics favored by dividend buyers, namely the stock's return variance and dividend yield. We conclude that dividend buying is at least partially responsible for the abnormal returns and volume found between dividend announcement and ex-dividend days.
APA, Harvard, Vancouver, ISO, and other styles
3

Hariyanto, Ikka Tiaraintan, and Werner Ria Murhadi. "The Phenomenon of Dividend Announcement on Stock Abnormal Return (Case in ASEAN Countries)." Jurnal Manajemen Bisnis 12, no. 1 (January 12, 2021): 1–18. http://dx.doi.org/10.18196/mabis.v12i1.9001.

Full text
Abstract:
Research aims: to examine the existence of stock’s abnormal return after dividend announcement activity.Design/methodology/approach: event study with 1.330 samples of dividend announcement in ASEAN countries during 2018. The research period was 21 days around the dividend announcement’s date.Research findings: this analysis's results agreed with the dividend signaling theory hypotheses, where the increase, decrease, or constant dividends could be an informative aspect for investors. Theoritical contribution/originality: it was shown by the presence of a positive abnormal return between an increase and a constant dividend, while a negative abnormal return between decrease dividends.Practitioner/policy implication: in the ASEAN capital market, it could be concluded that the change of dividend nominal would signal the firm’s prospect.Research limitation/implication: this research used the earliest dividend announcement before revision. Suggestions for further research are to pay attention to announcements of changes in dividend distribution dates and nominal revision, whether they contain information for investors, which will affect stock price movements.
APA, Harvard, Vancouver, ISO, and other styles
4

Chavali, Kavita, and Nusratunnisa . "Impact of Dividends on Share Price Performance of Companies in Indian Context." SDMIMD Journal of Management 4, no. 1 (March 1, 2013): 4. http://dx.doi.org/10.18311/sdmimd/2013/2681.

Full text
Abstract:
The study aims at finding the impact of dividends (cash and stock) on share price performance of companies in the Indian context. A sample of 67 fast moving consumer goods companies who made dividend announcements from April 2007 to August 2011 are taken. In this study, the Market Model Event Study Methodology has been employed to measure the effect of dividend announcements and its impact on the share price with a 41-day event window is taken. The stock price data is collected for 20 days prior to the dividend announcement, the share price on the announcement date (<em>An date</em>) t<sub>0</sub> and 20 days post the dividend announcement. The findings indicate that the market is found to react positively to dividend announcements and with a significantly positive Average Abnormal Returns (AAR) around the announcement date.
APA, Harvard, Vancouver, ISO, and other styles
5

Puspitaningtyas, Zarah. "Empirical evidence of market reactions based on signaling theory in Indonesia stock exchange." Investment Management and Financial Innovations 16, no. 2 (April 19, 2019): 66–77. http://dx.doi.org/10.21511/imfi.16(2).2019.06.

Full text
Abstract:
Signaling theory assumes that it is necessary to signal investors to how they perceive company’s prospects. One of them is dividend announcements. The announcement of dividends is predicted to be a signal for investors in the investment decision making process. This study aims to determine and analyze the effect of dividend announcements, both increases and decreases in dividends, on stock returns. This study is intended to find empirical evidence about market reactions based on signaling theory in Indonesia Stock Exchange on the period 2017. The analysis of this study uses the event study method and hypothesis testing carried out using different test paired sample t-test. The results of this study prove that the market reacts to the announcement of dividends. The market reaction is indicated by the value of abnormal returns, namely abnormal returns in the positive direction when the announcement of dividend increased and abnormal returns in the negative direction when the announcement of dividend decreased. The value of abnormal returns in a positive direction reflects the company’s performance in good condition, and vice versa. This result indicates that dividend announcements are a signal and contain information relevant to investors in the investment decision making process.
APA, Harvard, Vancouver, ISO, and other styles
6

Bandi, Bandi, Doddy Setiawan, Sri Suranta, and Lian Kee Phua. "An analysis of the significance of information content in dividend announcements: the case in Indonesia." Corporate Ownership and Control 11, no. 4 (2014): 469–74. http://dx.doi.org/10.22495/cocv11i4c5p5.

Full text
Abstract:
This research aims at examining the significance of the information content in dividend announcements, using the Indonesian context. The sample of this research consists of dividend announcements during 2006 – 2012 periods. The result of this research shows that the market reacts positively to the dividend increase announcements. Investors perceive that a dividend increase is good news, thus they react positively. Indonesian investor react negatively to the dividend decrease announcement. A dividend decrease is bad news, thus they react negatively. On the other hand, investors do not react to the no-change dividend announcement. These results show that dividend announcements in Indonesia contain significant information for the investors.
APA, Harvard, Vancouver, ISO, and other styles
7

Riyani, Yani. "Pengaruh Pengumuman Kebijakan Dividen terhadap Volatilitas Harga Saham." Eksos 15, no. 2 (May 13, 2020): 85–94. http://dx.doi.org/10.31573/eksos.v15i2.85.

Full text
Abstract:
This study aims to determine the effect of dividend policy announcements on stock price volatility. This research is an event study, with a period of observation 10 days before and after dividend announcement. According to the purposive sampling of 30 companies incorporated in the JII there are 20 companies that meet the criteria to be sampled. The variable used in this study is dividend policy announcements which are proxied by abnormal returns and stock price volatility. By using simple linear regression analysis, the results of the study found that the dividend announcement policy affects the volatility of stock prices. This means that dividend policy announcements contain information that causes shares to react. The results of this study are consistent with the dividend signaling theory which states that dividend policy announcements contain information that can cause stock prices to react.
APA, Harvard, Vancouver, ISO, and other styles
8

Lotfi, Taleb. "Dividend Policy in Tunisia: A Signalling Approach." International Journal of Economics and Finance 10, no. 4 (March 3, 2018): 84. http://dx.doi.org/10.5539/ijef.v10n4p84.

Full text
Abstract:
The main objective of this study was to establish the stock price reaction to dividend announcements of firms quoted at the Tunisian Securities exchange (TSE). To do so, we develop a traditional event study. Two robust results emerge: First, when we observe the 196 announcements of dividends between years 1996-2004, the result is inconsistent with signaling theory, as long as, no abnormal return was observed on the announcement day (event period). Second, When the overall sample is divided into three sub-group (dividend increase, dividend-no-change and dividend), we observe a significant and abnormal return about -1.242 percent and -1.697 percent respectively on day D(t0-4) and D(t0+4) around the dividend announcement day (Dt0) only for the sub-group of firms that decreases their dividend. This result corroborates prior research in Tunisian context [Ben Naceur and al. (2006); Guizani and Kouki (2011)] that confirm, by using a different approach, the Lintner’s (1956) conclusions which states that Tunisian’ firms generally tend to avoid a dividend decrease (or cuts) and can constitute a supporting evidence of the dividend information content hypothesis in TSE.
APA, Harvard, Vancouver, ISO, and other styles
9

Marisetty, Nagendra, and Pardhasaradhi Madasu. "Signaling Hypothesis and Size Anomaly in Indian Stock Market." International Business Research 14, no. 9 (August 17, 2021): 94. http://dx.doi.org/10.5539/ibr.v14n9p94.

Full text
Abstract:
The dividend signaling hypothesis means that dividend change announcements send signals to the market about its prospects. Market capitalization anomaly or size effect means small-cap stocks variances and returns are different than the large-cap stocks. The sample was tested for dividend change announcement, and the sample was divided into large, medium, and small sample sizes based on the market capitalization of the stocks to test the size effect. Event methodology market model used to calculate the abnormal returns on the dividend announcement day. We found that dividends send signals to the market, and the market reacts positively to the dividend change announcements on event day (Aharony and Swary 1980, Litzenberger and Ramaswamy 1982, Dhillon and Johnson 1994, Below and Johnson 1996), but results may vary with the size of the company. Small-cap companies&#39; variances are higher than the large-cap and mid-cap companies, and also small-cap variances are not equal to other variances results similar to Wong (1989), Bandara and Samarakoon (2002), Sehgal and Tripathi (2006), and Switzer (2010). Finally, we concluded that the dividend signaling hypothesis and market capitalization or size effect anomaly exist in the Indian stock market
APA, Harvard, Vancouver, ISO, and other styles
10

Leftwich, Richard, and Mark E. Zmijewski. "Contemporaneous Announcements of Dividends and Earnings." Journal of Accounting, Auditing & Finance 9, no. 4 (October 1994): 725–62. http://dx.doi.org/10.1177/0148558x9400900406.

Full text
Abstract:
The information content of dividends is well documented in the literature. The marginal information content of dividends in the presence of contemporaneous earnings announcements, however, is ambiguous empirically and theoretically. This paper documents that quarterly dividend announcements convey information beyond that contained in contemporaneous quarterly earnings announcements. Earnings provide information beyond that provided by dividends regardless of the type of information in the dividend announcement, but especially when dividends and earnings provide consistent information or when dividends provide no information. The marginal information content of dividends, however, appears to be a result from the subsample of observations for which earnings indicate “favorable” news about the firm and dividends contemporaneously indicate “unfavorable” news. Dividends convey little, if any, information that is not already conveyed in contemporaneous earnings for other subsamples of firms.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Dividend Announcements"

1

Ozo, Friday Kennedy. "Dividend policy and stock market reactions to dividend announcements in Nigeria." Thesis, University of Central Lancashire, 2014. http://clok.uclan.ac.uk/23991/.

Full text
Abstract:
The impact of dividend announcements on firm value represents one of the longest standing puzzles in the literature of modern finance. Based on either a behavioural or empirical approach, studies have provided rationales to address the issue of why companies pay dividends and whether the market response to the announcements can be predicted. However, these studies have failed to resolve the dividend puzzle, as no single convincing explanation about the observed dividend behaviour of firms has emerged. Moreover, most of these studies have been conducted in countries with developed capital markets; there is very little attention to corporate dividend policy research that addresses issues related to the development of emerging stock markets of sub-Saharan Africa, such as Nigeria. This study aims to provide additional evidence from an emerging market by investigating the managerial perspectives on dividend policy and the impact of dividend announcements on share prices of listed companies in Nigeria. For the purpose of the research in this thesis, a mixed-method research design, consisting of both the quantitative and qualitative approaches was employed. A postal questionnaire survey was employed to investigate the perspectives of Nigerian managers on the factors that drive dividend decision and the relevance of dividend policy to firm value. This was followed by an empirical investigation of the stock market reaction to cash dividend announcements in Nigeria employing a market-based standard event study methodology. Finally, interviews were conducted with 21 financial managers of Nigerian listed companies to ascertain their views on various dividend policy as a means of validating the findings from the questionnaire survey and the event study analysis. The findings from the questionnaire survey and interviews indicate that Nigerian listed companies’ exhibit dividend conservatism and typically focus on the level of current earnings, the stability of earnings and liquidity considerations such as the availability of cash when determining their current dividend levels. Nigerian managers believe that dividend policy affect firm valuation. Nigerian managers express strong support for the signalling explanation for paying dividends, but not for the bird-in-the-hand, tax-preference and agency cost explanations. However, majority of Nigerian listed companies do not have target payout ratios; instead, companies target the dividend per share when determining the disbursement level. Nevertheless, views regarding some of these issues differ between financial and non-financial firms. The results of the event study analysis show that the Nigerian stock market reacts significantly to cash dividend announcements, implying that dividends do convey price-sensitive information to the market. However, there is evidence of both lagging and sluggish response to cash dividend announcements, suggesting that the Nigerian stock market is not semi-strong efficient. The thesis makes a novel contribution to the growing body of corporate finance literature by providing additional evidence on the impact of dividend announcements on share prices from the context of an emerging market. As well as being timely in view of the dearth of empirical studies on stock market reaction to cash dividend announcements in Nigeria, the research is also important because it takes account of a novel feature of the Nigerian tax environment, where personal income from dividends is taxable while capital gains are exempt from taxation during the period of this study. In addition, the study is also unique because it examined the views of managers from both the financial and non-financial firms, thereby contributing to the literature on industry-related dividend effect. The focus of the investigation is also novel in that the study is the first comprehensive investigation of the perceptions of Nigerian corporate managers on dividend policy.
APA, Harvard, Vancouver, ISO, and other styles
2

Khan, Naimat Ullah. "Dividend policy and the stock market reaction to dividend announcements in Pakistan." Thesis, University of Dundee, 2011. https://discovery.dundee.ac.uk/en/studentTheses/3e0c65e3-cc48-4966-8787-9c9e43cc5694.

Full text
Abstract:
Dividends are payments made to the shareholders (owners) out of firms? earnings. Numerous academics, adopting either a behavioural or empirical approach, have provided rationales to address the issue of why companies pay dividends and whether the market response to the announcements can be predicted. However, these endeavours have failed to achieve unanimity on either issue. Moreover, most of these studies have been conducted in countries with developed markets; relatively little research has been conducted in the emerging stock markets of (Southern) Asia, such as Pakistan. This thesis tries to fill the gap in the literature by investigating both the impact of dividend announcements on the share prices of Pakistani firms and the behavioural determinants of dividend policy. The Pakistani market was characterised by a unique tax system, with capital gains totally exempted from taxation before June 2010. This unique feature provides an additional motivation for the researcher to explore the reasons why Pakistani firms pay dividends despite the tax penalty associated with such disbursements. For the purposes of the research, a mixed-methods approach was employed involving, firstly, an event study to calculate any unexpected share returns around dividend announcements for a sample of 639 dividend events across 202 firms listed on the Karachi Stock Exchange (KSE) over the period 2005-09. Secondly, interviews were conducted with 23 company executives to ascertain their views about the determinants of dividend policy and its perceived impact on share prices. To gain an alternative – investor – perspective on the signalling impact of dividends, 16 financial analysts were also interviewed. The results of the event study indicate that dividend announcements do not convey information about Pakistani firms to the stock market; insignificant unexpected returns are documented for the announcement date. Nonetheless, the disaggregated results of the event study showed significant unexpected returns for the dividend increase and no-change sub-groups – usually before the actual dividend announcement date. However, consistent with results for developed countries with diverse shareholdings, this research suggests that earnings are the dominant signal in Pakistan, in the context of an interaction effect where earnings and dividends signals re-enforce each other. The results of the interviews indicated that Pakistani executives primarily base their dividend decisions on earnings, followed by liquidity. However, Pakistani firms do not appear have target payout ratios or employ a constant speed-of-adjustment to decide on payout levels. Indeed, most of the firms indicated that they decided the current payout ratio on an ad hoc basis. More importantly, both sets of interviewees (company officials and financial analysts) believed in the signalling effect, where dividends were sometimes used by investors as a signal of future earnings.
APA, Harvard, Vancouver, ISO, and other styles
3

Parada, Sofia Madalena Sequeira. "Portuguese market reaction to earnings and dividend announcements." Master's thesis, Universidade de aveiro, 2011. http://hdl.handle.net/10773/6610.

Full text
Abstract:
Mestrado em Mercados financeiros
O principal objectivo desta dissertação de mestrado é contribuir para uma melhor compreensão do mercado de acções Português, através de evidência empírica sobre a eficiência do mercado na forma semi-forte. Para atingir este objectivo concentramo-nos no efeito da divulgação de informação financeira (anúncio de resultados e dividendos), analisando tanto a reacção do preço das acções como do seu volume de negócios. A investigação baseou-se na metodologia do estudo de eventos, através da análise de 548 eventos, 446 anúncios de resultados e 102 anúncios de dividendos por empresas admitidas à cotação no índice bolsista PSI-20 durante o período de Janeiro de 2005 a Dezembro de 2010. Os resultados evidenciam o conteúdo informativo dos anúncios de resultados e dividendos, uma vez que encontramos evidência empírica de rentabilidade e volume de transacção anormal em torno do dia dos anúncios. No entanto, encontramos também evidência que sugere que o mercado Português não é eficiente na forma semi-forte quanto à divulgação de informação financeira, verificando-se que este não reage imediata e totalmente à nova informação divulgada. Esta dissertação fornece nova evidência sobre o conteúdo informativo da informação financeira divulgada no mercado Português, através da análise da reacção do preço das acções e do seu volume de negócios a anúncios de resultados e dividendos considerados pelo mercado como “boas” notícias, “más” notícias ou anúncios que não transmitem “nenhuma” notícia. Ao utilizar a amplitude relativa do preço das acções, o nosso estudo contribui para a literatura existente, dado que tanto quanto sabemos, nenhum outro estudo explorou a variação da amplitude do preço das acções em torno de determinados anúncios.
The main intent of this master degree thesis is to contribute to a better understanding of the Portuguese stock market based on empirical evidence on the semi-strong market efficiency. To achieve this goal, we focused on the announcement effect of financial information (corporate earnings and dividend announcements), analysing both the stock price and trading volume response to the announcements. The investigation is based on the event studies methodology, with the analysis of 548 events, 446 earnings announcements and 102 dividend announcements for 23 companies listed on the PSI-20 stock index from January 2005 through December 2010. The results provide some evidence of the information content of earnings and dividends, as we found evidence of abnormal returns and abnormal trading volume around the announcement day. Nevertheless, our evidence also suggests that the Portuguese stock market is not semi-strong form efficient regarding the disclosure of financial information, as we verify that the stock market does not reacts immediately and fully to the new information. This thesis provides new evidence on the information content of financial information for the Portuguese stock market, as we aim to examine both earnings and dividend announcements through the analysis of the stock price and the trading volume response to good, bad and no news announcements. By using the stock price relative range, our study adds to the existing literature, as far as we know, no previous study explored the analysis of the stock price range variation around certain announcements.
APA, Harvard, Vancouver, ISO, and other styles
4

L'Heureux, Julie. "Canadian market reaction to dividend omission and resumption announcements." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape3/PQDD_0018/MQ47808.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Turkiela, Jason. "How Do Dividend Announcements Affect Bondholder and Shareholder Wealth?" Thesis, University of Oregon, 2014. http://hdl.handle.net/1794/18544.

Full text
Abstract:
Dividend payments to shareholders can create conflicts between debt and equity investors as these payments can expropriate wealth from bondholders to shareholders. However, dividend payments can also serve as a signal regarding firms' future earnings. Utilizing both improved bond event study techniques as well as a conditional event study model to control for self-selection and the presence of confounding earnings announcements, I find that, on net, dividend increases represent a transfer of wealth from debtholders to shareholders. Nevertheless, bondholders react more favorably to larger dividend changes consistent with the presence of a positive signaling effect. The conditional event study approach also provides the ability to test whether managerial hesitancy in cutting dividends may represent an additional source of expropriation. My results indicate that while bondholders are clearly harmed by these implicit dividend increases, evidence in support of shareholders' gains is mixed.
APA, Harvard, Vancouver, ISO, and other styles
6

Abu, Khalaf Bashar Khaled. "Dividend smoothness, determinants and impact of dividend announcements on share prices : empirical evidence from Jordan." Thesis, Heriot-Watt University, 2013. http://hdl.handle.net/10399/2654.

Full text
Abstract:
Dividends are the portion of the company’s earnings paid to the shareholders. Many researchers have used different estimation techniques to estimate the smoothness of dividends, determinants of dividends and the impact of dividend announcements on share prices. They used these estimation techniques in order to understand better the reason that companies smooth their dividends, be able to know what determines the dividend decisions and determine if the market reaction to the dividend announcements can be predicted. However, these investigations have been unsuccessful in finding an agreement on the above three issues. Furthermore, the concentration of such empirical investigations has been on the developed markets; rather few studies have been conducted on the developing markets such as Jordan. This study has tried to fill three main gaps in the previous literature by empirically investigating the smoothness of dividends, the determinants of the two dividend decisions and the impact of dividend announcements on share prices. In addition, different empirical methods have been used in the three empirical chapters: firstly, fixed and random effects techniques are used to check the smoothness of dividends; secondly, the results of three estimation techniques (OLS, Tobit and Heckman’s simultaneous technique) are compared to estimate the determinants of the two dividend decisions; finally, the standard OLS event study methodology is compared with a hybrid method (OLS/EGARCH) to check the impact of the dividend announcements on share prices. The results of the first empirical chapter confirmed that the non-financial Jordanian companies smooth their dividends in a moderate rate. In addition, our results contradict the signalling theory; we find that large companies smooth their dividend faster than small ones. Furthermore, in line with the agency cost theory; low leveraged firms smooth their dividends faster than high leveraged firms. Also, our results confirmed that highly profitable companies smooth their dividend more and this comes in line with the signalling theory. The second empirical chapter concluded that Hechman’s model is the better technique to estimate the determinants of the two dividend decisions. The main determinants are profitability, growth, leverage and size. The last empirical chapter showed that the Hybrid method provided a higher level of significance and concluded that dividend has no impact on share prices on the dividend announcements day. However, the results suggested that there was a significant information leakage prior to the announcements. In addition, the market reacts significantly one day after the dividend announcements and the third day.
APA, Harvard, Vancouver, ISO, and other styles
7

Acker, Daniella. "Studies in volatility changes surrounding accounting and market announcements." Thesis, University of Bristol, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.246271.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Magnusson, Jacob Magnusson, and N. E. Ludvig Karlsson. "Exploiting Market Reactions to Dividend Cuts : Contrarian Trading Strategies in a Short Investment Horizon - Evidence from the Swedish Stock Market." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298351.

Full text
Abstract:
This paper investigates the impact of dividend reduction announcements on the returns to stocks listed on the Stockholm Stock Exchange. We perform an event study on dividend cutting firms between 2002-2016 to determine if contrarian trading on the basis of negative dividend announcement yields abnormal returns. We evaluate the immediate market reaction during a three-day event window surrounding dividend announcements. Thereafter we test a contrarian trading strategy by examining abnormal returns during a holding period up to twenty days following the initial event. We evaluate the results in reference to previous literature on post earnings (dividend) announcement drift and contrarian investment strategies. The findings suggest that the initial market reaction to dividend cuts is negative, but that the abnormal returns to buying stock following dividend reduction announcements are negligible. Furthermore, we argue that there might be means of increasing these returns by supplementary analysis of firm specifics.
APA, Harvard, Vancouver, ISO, and other styles
9

Abeyrathna, G. "An empirical investigation of UK stock market reaction to dividend announcements in a complex signalling setting." Thesis, University of Dundee, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388844.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

McAree, David. "An empirical investigation of the information content of annual earnings and dividend announcements and the interaction effect of annual earnings and dividend signals : UK evidence." Thesis, University of Ulster, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.419111.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Dividend Announcements"

1

Acker, Daniella. Stock return volatility and dividend announcements. Bristol: University of Bristol, Departmentof Economics, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Price reactions to dividend announcements on the Nigerian stock market. Nairobi: African Economic Research Consortium, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Chetty, Raj. The effects of taxes on market responses to dividend announcements and payments: What can we learn from the 2003 dividend tax cut? Cambridge, MA: National Bureau of Economic Research, 2005.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Chan, Keith K. W. Australian dividend reinvestment plans: The announcement effects of differing discount rates. [Melbourne]: Monash University, School of Banking & Finance, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Chan, Keith K. W. Australian tax changes and dividend reinvestment: Announcement effects : a pre- and post-imputation study. Sydney: University of Technology, Sydney, School of Finance and Economics, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

McCole, Feilim. The interaction of earnings and dividend announcement effects on the London stock exchange. Dublin: University College Dublin, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Berglund, Tom. Stock price reactions to announcements of dividends and rights issues: A test of liquidity and signaling hypothesis. Helsingfors: Swedish School of Economics and Business Administration, 1985.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Eddy, Albert. Firm size and dividend announcements. 1988.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Banks, Neil. The influence taxation has on dividend announcements excluding private companies. 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Banks, Neil. The influence taxation has on dividend announcements excluding private companies. 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Dividend Announcements"

1

Kaźmierska-Jóźwiak, Bogna. "Stock Market Reactions to Dividend Announcements: Evidence from Poland." In Effective Investments on Capital Markets, 393–404. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-21274-2_27.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Czapiewski, Leszek, and Jarosław Kubiak. "Investor Reactions to Dividend Announcements of Companies Listed on the Warsaw Stock Exchange." In Contemporary Trends in Accounting, Finance and Financial Institutions, 1–10. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-72862-9_1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Mestel, Roland, Henryk Gurgul, and Christoph Schleicher. "Capital Market Efficiency — An Empirical Analysis of the Dividend Announcement Effect for the Austrian Stock Market." In Operations Research Proceedings 2002, 315–20. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-55537-4_51.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Md. Lazan, Rohanizan, Rabiatul Alawiyah Zainal Abidin, and Suzana Hassan. "Share Prices’ Reaction to Dividend Announcement: A Study on the Listed Local Commercial Banks in Bursa Malaysia." In Proceedings of the Colloquium on Administrative Science and Technology, 245–54. Singapore: Springer Singapore, 2014. http://dx.doi.org/10.1007/978-981-4585-45-3_25.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Guinibert, Matthew, and Angelique Nairn. "If S/He Be Worthy." In Multidisciplinary Perspectives on Women, Voice, and Agency, 190–218. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-4829-5.ch008.

Full text
Abstract:
This study examined Redditors' reactions to the announcement that Natalie Portman will play female Thor in Thor: Love and Thunder. The discussions on Reddit allowed fans to voice support, trepidation, and condemnation of the announcement. The authors analysed over 4000 Reddit comments using thematic analysis, which resulted in seven themes regarding women's voice and agency. They found that many Redditors engaged in bullying, misogyny, and hate speech while others supported the pro-feminist implications. Further, they found that Marvel's attempts at “going woke” drew condemnation from fans espousing male dominance and dividing those that voiced feminist rhetoric.
APA, Harvard, Vancouver, ISO, and other styles
6

"Semi-strong Form Efficient or Not? Tests on the Announcements of Zero and Cash Dividends." In The Efficiency of China's Stock Market, 181–222. Routledge, 2017. http://dx.doi.org/10.4324/9781351146920-16.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Kelanic, Rosemary A. "The Oil Strategies of Nazi Germany." In Black Gold and Blackmail, 92–114. Cornell University Press, 2020. http://dx.doi.org/10.7591/cornell/9781501748295.003.0006.

Full text
Abstract:
This chapter analyzes four cases that span the Nazi era in Germany. From the beginning of the Nazi regime in March of 1933 until its defeat in April of 1945, the chapter identifies three major turning points: (1) Adolf Hitler's announcement of the Four-Year Plan in September of 1936; (2) the imposition of an Anglo-French naval blockade against Germany on September 3, 1939; and (3) the shift from blitzkrieg to attrition warfare against the Soviet Union in December of 1941. This divides the case into four distinct periods: March 1933 to August 1936; September 1936 until September 3, 1939; September 4, 1939, until the end of December 1941; and January 1942 through the end of the war in April 1945. Hitler's anticipatory strategies changed over time, in tandem with his country's coercive vulnerability, intensifying from self-sufficiency before World War II to indirect control at the war's start to, finally, direct control after Operation Barbarossa failed to speedily defeat the USSR (Union of Soviet Socialist Republics). One would expect that Hitler, as the most expansionist leader of the twentieth century, would engage in conquest to get oil; yet primarily, he sought oil security through less extreme measures.
APA, Harvard, Vancouver, ISO, and other styles
8

Wei, James. "Research Frontiers." In Product Engineering. Oxford University Press, 2007. http://dx.doi.org/10.1093/oso/9780195159172.003.0013.

Full text
Abstract:
There are many challenging intellectual opportunities for the research community to create new knowledge in molecular structure–property relations, and to enlarge the toolbox of product engineering, that promise to inspire and accelerate new product innovations. There is a suspicion that there are inexhaustible families of material structures waiting to be discovered and to be used. Periodically, this suspicion is confirmed by the announcement of yet another family of interesting materials. In the 1970s, the synthetic zeolites were heralded as a new class of compounds with a microstructure of pores with molecular sizes. These became very useful in making adsorbents and catalysts. This discovery also led to the invention of many other families of microporous materials. Then came the broader concept of self-assembly of material, namely of organic and inorganic compounds that organize themselves into intricate patterns, now counted within the umbrella of nanotechnology. Two of the recent Nobel Prizes in chemistry offer proof that this field of new synthesis is full of possibilities and honor. We once thought that carbon existed only in the graphite, diamond, and amorphous forms. Now we know that not only can it exist in the buckminsterfullerene form of C60, but also in many other related forms that are spherical and cylindrical tubules. The notion of an electrically conducting polymer was not seriously considered until the invention of the electrically conducting polyacetylenes by Heeger, McDiarmid, and Shirakawa. The synthesis of new material can also be divided into the twin paths of incremental synthesis of the derivatives of known structures and the wildcat synthesis of totally unrelated structures. The incremental approach is used when a material with interesting properties is discovered, and research chemists will swarm around it to make every conceivable derivative to see whether they can enlarge the menu to choose from, and to ensure that the new province is well explored. The opposite wildcat approach seeks new and exciting families of material that would not be found by adhering exclusively to known provinces. The discovery of interesting natural materials not recognized before is a continuing theme of romance.
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Dividend Announcements"

1

Soesanto, Angeline, Werner R. Murhadi, and Arif Herlambang. "Reaction of Stock Price on Dividend Announcements." In 18th International Symposium on Management (INSYMA 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210628.005.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Bucci, Jean-Normand. "Deus ex: mankind divided - announcement trailer." In SIGGRAPH '16: Special Interest Group on Computer Graphics and Interactive Techniques Conference. New York, NY, USA: ACM, 2016. http://dx.doi.org/10.1145/2897841.2964466.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Sharkas, Adel A. "THE IMPACT OF THE CUMULATIVE ABNORMAL RETURN ON DIVIDEND ANNOUNCEMENT." In Annual International Conference on Accounting and Finance. Global Science & Technology Forum (GSTF), 2011. http://dx.doi.org/10.5176/978-981-08-8957-9_af-102.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Zuguang, Hu, and Minhaz Uddin Ahmed. "Dividend Announcement Effect on Stock Return: An Event Study on Shanghai Stock Exchange." In 2010 Second Global Congress on Intelligent Systems (GCIS). IEEE, 2010. http://dx.doi.org/10.1109/gcis.2010.26.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Dividend Announcements"

1

Chetty, Raj, Joseph Rosenberg, and Emmanuel Saez. The Effects of Taxes on Market Responses to Dividend Announcements and Payments: What Can we Learn from the 2003 Dividend Tax Cut? Cambridge, MA: National Bureau of Economic Research, July 2005. http://dx.doi.org/10.3386/w11452.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Dividend Announcements' for particular source types:
Journal articles Dissertations / Theses
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography